-43.5%
SDGR vs SPY
+76.5%
-120.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.4% |
| 7D | -8.0% | -0.4% | -7.7% | -7.5% |
| 30D | +2.3% | -1.4% | +3.7% | +4.6% |
| 3M | +32.2% | +3.7% | +28.5% | +24.4% |
| 6M | +48.3% | +13.0% | +35.3% | +21.8% |
| YTD | +7.4% | +12.4% | -5.0% | -10.8% |
| 1Y | -1.3% | +18.5% | -19.9% | -24.1% |
| All | -43.5% | +76.5% | -120.1% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling